I want to calculate the area of a semi-circle. I can use this $\iint x^2+y^2\,\mathrm dx\,\mathrm dy$ or I can use this $\iint r^2 r^2 \sin(\phi) \,\mathrm \,d\theta\,\mathrm dr$. I can see where the $r\,\mathrm d\theta \, dr$ comes from but why is it wrong to say $x=r\cos\theta$ and $y=r\sin \theta$, then differentiate and multiply and get $$(dr)^2\cos\theta \sin\theta +r\,dr\,d\theta \cos^2 \theta −r\,dr\,d \theta \sin^2\theta −r^2(d\theta)^2\sin\theta \cos\theta?$$
Obviously I can't use the above in the integral but I cant see where this is wrong.
Firstly, you have the wrong formula. The area of the semicircle in Cartesian coordinates would be
$$\int_{-r}^r \sqrt{r^2-x^2} \ dx$$
or, as a double integral,
$$\int_{-r}^r \int_0^{\sqrt{r^2-x^2}} \,dy \ dx$$
Secondly, you're not following the process for changing variables in double integrals, given on the linked source as $$\iint\limits_R f(x,y) \, dx \, dy = \iint\limits_S f[x(u,v),y(u,v)] \left| \frac{\partial(x,y)}{\partial(u,v)} \right| \, du\,dv$$
which ultimately leads to your confusion.
When you change variables in double integrals, you need to compute the Jacobian of your transformation. That means that when you substitute $x=r\cos \theta$ and $y=r\sin \theta$, you need to compute
$$\left| \frac{ \partial(x,y)}{ \partial(r, \theta)} \right| =\left| \begin{matrix} \frac{\partial x}{\partial r} & \frac{\partial x}{\partial \theta} \\ \frac{\partial y}{\partial r} & \frac{\partial y}{\partial \theta} \end{matrix} \right|$$
In this case, that gives you
$$\left| \begin{matrix} \cos \theta & -r\sin\theta \\ \sin \theta & r\cos\theta \end{matrix} \right| =r(\cos^2\theta+\sin^2\theta)=r$$
Once you have this, you can safely convert the integral into polar coordinates to get
$$\int_{-r}^r \int_0^{\sqrt{r^2-x^2}}dy \ dx=\int_0^\pi \int_{0}^r r \ dr \ d\theta=\frac{\pi r^2}{2}$$